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Survey, classification and critical analysis of the literature on corporate bankruptcy and financial distress prediction
16 references·2 citing·25 second hop
Survey, classification and critical analysis of the literature on corporate bankruptcy and financial distress prediction (2024)Survey, classification and critical analy…Machine learning models and bankruptcy prediction (2017)Machine learning models and b…Forecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …An application of support vector machines in bankruptcy prediction model (2004)An application of support vec…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…A survey of business failures with an emphasis on prediction methods and industrial applications (1996)A survey of business failures…Bankruptcy resolution (1990)Bankruptcy resolutionA neural network model for bankruptcy prediction (1990)A neural network model for ba…Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress (1985)Introducing Recursive Partiti…ASSESSING THE VULNERABILITY TO FAILURE OF AMERICAN INDUSTRIAL FIRMS: A LOGISTIC ANALYSIS (1985)ASSESSING THE VULNERABILITY T…Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Methodological Issues Related…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)ZETATM analysis A new model t…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Financial Ratios As Predictors of Failure (1966)Financial Ratios As Predictor…Key technical indicators for stock market prediction (2025)Key technical indicators for …A complex network analysis approach to bankruptcy prediction using company relational information-based drivers (2024)A complex network analysis ap…Limited-dependent and qualitative variables in econometrics (1983)Do Managers Withhold Bad News? (2008)In Search of Distress Risk (2008)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)The Economics of Structured Finance (2009)Credit Spreads and Business Cycle Fluctuations (2012)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)Conditional logit analysis of qualitative choice behavior (1972)The Effect of Audit Quality on Earnings Management* (1998)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Machine Learning in Banking Risk Management: A Literature Review (2019)Statistical and machine learning models in credit scoring: A systematic literature survey (2020)CatBoost model and artificial intelligence techniques for corporate failure prediction (2021)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)Modeling Term Structures of Defaultable Bonds (1999)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1966Financial Ratios As Predictors of Failure4,753 cited
  • 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 1977ZETATM analysis A new model to identify bankruptcy risk of corporations1,812 cited
  • 2017Machine learning models and bankruptcy prediction952 cited
  • 1990A neural network model for bankruptcy prediction853 cited
  • 2004An application of support vector machines in bankruptcy prediction model809 cited
  • 1985Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress748 cited
  • 1990Bankruptcy resolution705 cited
  • 1996A survey of business failures with an emphasis on prediction methods and industrial applications

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591 cited
  • 1985ASSESSING THE VULNERABILITY TO FAILURE OF AMERICAN INDUSTRIAL FIRMS: A LOGISTIC ANALYSIS559 cited
  • Cited by

    • 2025Key technical indicators for stock market prediction35 cited
    • 2024A complex network analysis approach to bankruptcy prediction using company relational information-based drivers19 cited